H's bother Ray(?) was an undercover cop on the vice squad. He was in deep cover and apparently addicted to 'tina' (some drug that you cook up over tin foil) hence his nick name 'the tin man'
He was shot by either his accomplice or partner (I can't remember) He had an affair with one of his fellow addicts - producing a child (a beautiful little blond girl).
Horatio found out during another investigation and he helped the mom get clean and they went to live somewhere in the Midwest - H sends them money.. blah. ..blah... blah...
Its my opinion that H has been in love with Yelena for years - possibly even before his brother's death. (Yelena and Ray have a son-Ray Jr. he's about ??8?) H watches out for them.
I'm sure those in the know will give you some more info Wenders